{"id":"W2584745915","doi":"","title":"Relationship of Risk Premium with Expected Volatility and Unexpected Volatility in Developing and Developed Economies","year":2016,"lang":"en","type":"article","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Volatility risk premium; Autoregressive conditional heteroskedasticity; Economics; Risk premium; China; Econometrics; Monetary economics; Financial economics; Implied volatility; Geography","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005966776,0.0001621109,0.0002155968,0.000941551,0.00008833517,0.0007989127,0.0001758617,0.0002193985,0.001585431],"category_scores_gemma":[0.00429939,0.00009747381,0.0004358335,0.001053439,0.0001600002,0.0004993542,0.0003765338,0.0006763506,0.000240948],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003333573,"about_ca_system_score_gemma":0.0002698831,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008931402,"about_ca_topic_score_gemma":0.005802821,"domain_scores_codex":[0.9997492,0.0000378314,0.00003170472,0.00005721061,0.00007088282,0.00005310964],"domain_scores_gemma":[0.997352,0.001128934,0.0008055888,0.0001596957,0.0003942566,0.0001594575],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001046644,0.00003380733,0.9725252,0.00005193784,0.0002246156,0.0007532337,0.0003004199,0.008315057,0.0006146916,0.002378568,0.00176959,0.01292821],"study_design_scores_gemma":[0.000006923952,0.00005278616,0.97671,0.00003262676,0.00009598678,0.0003357141,0.0005021064,0.01768866,0.0008633029,0.001691207,0.00199727,0.00002350017],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9923257,0.000594674,0.001596201,0.0002861643,0.00001822766,0.00001200174,0.001120269,0.00003435703,0.004012441],"genre_scores_gemma":[0.998129,0.0002480842,0.0002319699,0.0000165417,0.00001147043,0.000004100351,0.0006733869,0.000004763854,0.0006807328],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008931402,"threshold_uncertainty_score":0.01775885,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04049261666859939,"score_gpt":0.2244939958769601,"score_spread":0.1840013792083607,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}